It is narrated from Sayyiduna Abu Qatadah (may Allah be pleased with him) that the Prophet (peace and blessings be upon him) used to pray while carrying his granddaughter "Umamah bint Zaynab (may Allah be pleased with her)"; when he (peace and blessings be upon him) stood he would pick her up, and when he prostrated he would put her down.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الصلاة / 4136